Recent files are stored in InDesign's preferences file. When you restore your preferences, it temporarily disappears. As you start saving files, it is recreated. Preferences are often restored when installing a new version of InDesign.
Thank you Steve,
Unfortunately this doesn't appear to be the case.
I have probably opened / created / saved about 50 different files since the update — Lots of small rush jobs where I work.
Also, Open Recent is not an option in the Menu Customization box.
Edit > Menu
that's really unusual.
Could you check if the new workspace "Open Recent" is available? It could take a brief moment until the available data will fill the "Recent Documents" panel.
I'm on OSX 10.10.3 with InDesign CC 2015.2 v126.96.36.199 and my "Open Recent" menu is available (German version).